Multiperiod Portfolio Management Using Parallel Interior Point Method

Multiperiod Portfolio Management Using Parallel Interior Point Method

Authors
  • Lucka, Maria
  • Halada, L.
  • Melichercik, I.
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Editors
  • Joubert, G. R.
  • Nagel, W. E.
  • Peters, F. J.
  • Walter, W. V.
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Shortfacts
Category
Book Section/Chapter
Divisions
Scientific Computing
Title of Book
Advances in Parallel Computing 13, Parallel Computing: Software Technology, Algorithms, Architectures, and Applications
Date
2004
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